Chapter Objective: - Understand Laplace Transform - Use Laplace Transform To Solve ODE

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Chapter 2

Review of Laplace Transforms

Chapter Objective:
Understand Laplace Transform
Use Laplace Transform to solve ODE

Jan-17 C2.1
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Mathematical preliminaries
Im
Complex Variable.
Consists of a real part and an imaginary
part

This complex quantity has a mangnitude r


, at an angle w.r.t. to the real axis. We
have
Re
s cos sin

Complex Conjugate
Given a complex quantity ,

Its complex conjugate is


or

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Arithmetic operation of complex number
Given and , we have
Equality of complex number
and
Addition and subtraction

Multiplication

Division

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Complex Function
Im G(s) plane


G(s)
Gy
tan
|G(s)|
Therefore (s)
Re

Gx

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Example of Complex Function
s-plane

Example:
2

1.5

0.5

Imaginary axis
0

For , -0.5

-1

-1.5

-2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
Real axis

2 2
G(s)-plane

2 cos 2 2cos sin 2 2sin 1.5

where 0.5

Imaginary axis
0

-0.5

-1

-1.5

-2
-1 -0.5 0 0.5 1 1.5 2 2.5 3
Real axis

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Laplace Transforms
A mathematical tool that transforms difficult differential equations
into simple algebraic equations where solutions can be easily
obtained.
Definition:

0 for 0
Inverse Transform:
1

2

Normally Tables of Laplace Transform pairs are used for taking the
Laplace Transfrom and the Inverse Transforms

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Laplace Transform Example 1
Unit Step function
1 , 0

0 0
Laplace transforms of unit step function

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Laplace Transform Example 2
Unit Ramp function
, 0

0 0
Its Laplace transform will be

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Laplace Transform Example 3
Exponential function

We have

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Laplace Transform Example 4
Sinusoidal functions
sin , 0
Since, sin
1
sin
2
1 1 1
2
1
2

Similarly,
cos

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Sample of Laplace Transform Pairs

1 Unit impulse 1
2 Unit step 1

3 , 1,2,3, !

4 1

5 !

6 sin

7 cos

8 sin

9 cos

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Properties of Laplace Transforms
Linearity: Example:
Given that

and

sin
So,
3 5 sin 2
=3 5 sin 2
=3 5

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Properties of Laplace Transforms
Time Delay: Multiply by :
Notation:
Example:
Example: e e
Given that =
!

,
0
Then,
2
=e =e

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Properties of Laplace Transforms
Variable transform: Approach 1:
1 Given that
!

Example:
therefore,
Find for 8 8
= 8 =

Approach 2:
8 2
1 6
2 /2
48

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Properties of Laplace Transforms
Multiply by t: Example:
Given that

therefore,

1
= =
Find for 8

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Properties of Laplace Transforms
Derivatives:
0 0
"
0 0 0 0

0 0 0
Example:
Given 3 with initial condition 0 2.
Then
3
1
0 3
1
3 2
1 2
3 3

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Properties of Laplace Transforms
Final value Theorem:
lim lim No#ce the innity on the LHS vs the 0 on the RHS

Initial value Theorem:


0 lim

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Finding the Inverse
1. By definition
1

2
2. Using the Table of Transform Pairs
3. Using Laplace Transform properties
4. Using Partial Fraction Expansion

(We do not normally use Approach 1. We use a combination of 2 to 4.)

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Finding Inverse Using Transform Pairs
Example:

Find the inverse of


Solution:

From Table: From Lookup Table


5 1
5 5 Using property:
3 3
8 4
2 2 sin 4
16 4 From Lookup Table: sin
Hence
5 2 sin 4
Linearity property

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Finding Inverse Using Transform Pairs
Example:
Find the inverse of
Solution:
2 2
2 5 2 5
2
Note: 1 2 1
1 2
Noting that: sin 2 From Lookup Table: sin
2
sin 2 Using property:
1 2
Hence
sin 2 8 , 8
Using property:
0 , 8

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Dis#nct Poles
Partial Fraction Expansion
Given a rational function Multiply both sides by
yields
,

for
where all are either real or in Taking the limit of , LHS
becomes
complex conjugate pair and lim
are distinct.

For the RHS, we have


We try to express in the
form of lim

(*) Therefore, for (*)


lim lim

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PFE Example 1
Example:
Given

Then can be expanded into

We have
1
3

Therefore

3 6 3
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PFE Involves Repeated Poles
Consider the following F(s): For , we differentiate (3) w.r.t. s,
2 3 yields.
(1)
1 2 2 2 1 (4)
The partial-fraction expansion of Letting 1 yields
this involves three terms. 2 1 2 0
(2) 1 1 1
To determine , we multiply both For , we differentiate (4) w.r.t. s,
side by 1 and yields yields.
(3) 1 1 1 2 2
For , we let 1. 1
from deni+on of b3 1 Thus,
1 2 1 3 2 1 2
1 1

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PFE Involves Repeated Poles
From previous example, we can summarize the repeated poles as
follows:
Given


where
|

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Inverse Laplace Transform Example 1
Given
Solution:
Expand in partial fraction form will yields

1 2 3
where
5 3
lim 1 1
2 3
5 3
lim 2 7
1 3
5 3
lim 3 6
1 2

i.e.
Taking inverse Laplace transform from the table will yields
7 6

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Inverse Laplace Transform Example 2
Complex poles
2 12 2 12 Alternatively, we re-arrange as
Given 2 2 5 1 2 1 2
2 1 10 2 1 5 2
Solution: (2 Approaches) 1 2 22 1 2 22 1 2 22
Method 1: Noting that,
Expand in partial fraction form will yields
1 2
sin , cos
1 2 1 2 and the property,
where
1 2 |
1 1 2 We have,
2 1 2 12 10 4 4 10
1 2 1 2 4 4 cos 2 , and
4 10
2 1 2 | 1 2 4
sin 2
Taking inverse Laplace transform
4 10 1 2 4 10 1 2 Hence,
4 4
2 2
2 cos 2 5 sin 2
4 10 4 10
4
2 2 2 2
4 10
4

8 cos 2 20 sin 2
4
8 cos 2 5 sin 2

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Inverse Laplace Transform Example 3
Complex poles
Given
Solution:
Expand in partial fraction form will yields
1 2

where
1 2 | 2
2
1

2 1 | 2

1 |

Taking inverse Laplace transform


1 2t

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Solving differential equations
1. Take the Laplace transform of the differential equation to convert
it into an algebraic equation. The Laplace transform of the
dependent variable is then obtained using simple Algebra.
2. The time function of the dependent variable is then obtained by
taking the inverse of the Laplace transform.

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Solving differential equations
Example:
Solve the o.d.e. given below
2 5 3, 0 0, 0 0
Solution:
Taking Laplace Transform on the above o.d.e. yields
3
0 0 2 0 5

with the initial conditions, we have


3
2 5

giving

Taking inverse of Y(s)


3 1 2 3
1 cos 2 0.5 sin 2
5 2 5 5

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The End

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